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Necessary and sufficient conditions for weak convergence of first-rare-event times for semi-Markov processes. I
Mälardalen University, Department of Mathematics and Physics.ORCID iD: 0000-0002-2626-5598
Mälardalen University, Department of Mathematics and Physics.
2006 (English)In: Theory of Stochastic Processes, ISSN 0321-3900, Vol. 12(28), no 3-4, p. 151-186Article in journal (Refereed) Published
Abstract [en]

necessary and sufficient conditions for weak convergence of first-rare-event time for semi-Markov processes are given

Place, publisher, year, edition, pages
2006. Vol. 12(28), no 3-4, p. 151-186
Keywords [en]
semi-Markov process, first-rare-event time, weak convergence, necessary and sufficient conditions
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:mdh:diva-2951OAI: oai:DiVA.org:mdh-2951DiVA, id: diva2:115614
Available from: 2008-02-29 Created: 2008-02-29 Last updated: 2017-02-15Bibliographically approved

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http://tsp.imath.kiev.ua/files/24/2006_12_3-4_14.pdf

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Silvestrov, Dmitrii S.

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